On A Characteristic Property of Distributions Related to the Laplace

Jones, M. C. (2019). On A Characteristic Property of Distributions Related to the Laplace. South African Statistical Journal, 53(1) pp. 31–34.

Abstract

It is shown that the asymmetric Laplace distribution uniquely arises as the distribution of both a difference between independent positive random variables and of a random choice between those random variables, one of them having been given a negative sign. Related results on the positive half-line are also given.

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About

• Item ORO ID
• 58687
• Item Type
• Journal Item
• ISSN
• 1996-8450
• Keywords
• asymmetric Laplace distribution; double Pareto distribution; ratios of random variables
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Depositing User
• M. C. Jones